On the invertibility of seasonally adjusted series
Author:
Funder
Ministerio de Educación, Cultura y Deporte
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/article/10.1007/s00180-017-0715-5/fulltext.html
Reference22 articles.
1. Arteche J (2003) Semiparametric robust tests on seasonal or cyclical long memory time series. J Time Ser Anal 23:251–285
2. Arteche J, Robinson PM (2000) Semiparametric inference in seasonal and cyclical long memory processes. J Time Ser Anal 21:1–25
3. Arteche J, Velasco C (2005) Trimming and tapering semi-parametric estimates in asymmetric long memory time series. J Time Ser Anal 26:581–611
4. Berkowitz J, Diebold FX (1998) Bootstrapping multivariate spectra. Rev Econ Stat 80:664–666
5. Bhardwaj G, Swanson NR (2006) An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series. J Econom 131:539–578
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